+123.9%
SBUX vs CRS
+1,392.1%
-1,268.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -5.5% | -6.8% | +1.3% | -4.1% |
| 30D | -8.5% | -16.1% | +7.7% | -5.2% |
| 3M | -2.9% | -21.2% | +18.3% | +1.3% |
| 6M | -1.5% | +8.7% | -10.2% | -4.8% |
| YTD | +19.4% | +41.0% | -21.6% | +8.6% |
| 1Y | +22.9% | +82.7% | -59.7% | +4.5% |
| 3Y | +11.3% | +604.8% | -593.5% | -33.1% |
| 5Y | -6.9% | +1,384.7% | -1,391.5% | -55.0% |
| All | +123.9% | +1,392.1% | -1,268.2% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling